Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Biogen Inc. (BIIB) had 10-Day Implied Volatility Skew of 0.1739 for 2022-12-07.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3432
Historical Volatility (Parkinson)	0.2482
Implied Volatility (Calls)	0.2847
Implied Volatility (Puts)	0.2619
Implied Volatility (Mean)	0.2733
Put-Call Implied Volatility Ratio	0.9199
Implied Volatility Skew	0.1739
Option Statistics
Put-Call Ratio (Volume)	1.1595
Put-Call Ratio (Open Interest)	1.3206
Forward Price	294.32
Call Breakeven Price	304.57
Put Breakeven Price	273.39
Option Breakeven Price	287.70

Data from Quantcha